+55.0%
EWZ vs AFRM
-23.1%
+78.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.5% |
| 7D | +6.5% | -7.0% | +13.5% | +7.0% |
| 30D | +4.8% | -7.8% | +12.6% | +5.4% |
| 3M | +9.9% | +5.3% | +4.6% | +9.2% |
| 6M | +1.9% | +42.6% | -40.7% | -1.1% |
| YTD | +20.3% | -2.8% | +23.1% | +19.6% |
| 1Y | +35.6% | -19.3% | +54.9% | +36.0% |
| 3Y | +43.4% | +231.0% | -187.5% | +24.9% |
| All | +55.0% | -23.1% | +78.1% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling